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    QUESTA
    2007
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    Efficient simulation of finite horizon problems in queueing and insurance risk
    15 years 1 months ago
    Efficient simulation of finite horizon problems in queueing and insurance risk
    Download  www.ricam.oeaw.ac.at
    Leonardo Rojas-Nandayapa, Søren Asmussen
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    WSC
    2000
    151views Modeling And Simulation» more  WSC 2000»
    Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
    15 years 3 months ago
    Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
    Download  www.informs-sim.org
    This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
    Nam Kyoo Boots, Perwez Shahabuddin
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